-71.3%
QS vs FFIV
+33.5%
-104.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +8.0% | +7.7% |
| 7D | +4.5% | -9.8% | +14.3% | +8.4% |
| 30D | -4.1% | -28.1% | +24.0% | +6.5% |
| 3M | -22.1% | -20.0% | -2.1% | -18.8% |
| 6M | -38.4% | -0.1% | -38.3% | -41.1% |
| YTD | -57.5% | +29.2% | -86.7% | -64.7% |
| 1Y | -71.3% | +36.6% | -107.9% | -76.9% |
| All | -71.3% | +33.5% | -104.8% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling